I have struggled to understand the part where it says we can only comment the linear but not non-linear? does correct(x,Y) gives the relationship of the linear but not non-linear? please explain it step by step!! thanks!

Would you say there is a strong or a weak relationship between X and Y? We can only comment about the strength of the linear relationship between X and Y. The low correlation suggests that the linear relationship is weak, but there may be a stronger nonlinear relation. . Suppose X and Y are two random variables with E (X) = 1.50,E (Y) = 0.55, E(XY) = 0.80, Var(X) = 0.25, and Var(Y) = 0.2475